Probability Theory and Random Processes

  • Simon J. Godsill
  • Peter J. W. Rayner

Abstract

In this chapter the basic results of probability theory and random processes are developed. These concepts are fundamental to most of the subsequent chapters since our methodology is generally based upon probabilistic arguments. It is recommended that this chapter is used as a reference rather than for learning about probability from scratch as it comprises mostly a list of results used later in the book without detailed discussion. The material covered is sufficient for the purposes of this text, but for further mathematical rigour and detail see for example Gray and Davisson [87], Papoulis [148] or Doob [48].

Keywords

Covariance Autocorrelation Convolution 

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Copyright information

© Springer-Verlag London 1998

Authors and Affiliations

  • Simon J. Godsill
    • 1
  • Peter J. W. Rayner
    • 1
  1. 1.Engineering DepartmentUniversity of CambridgeCambridgeUK

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